| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1,541.0 |
1,541.8 |
0.8 |
0.1% |
1,553.1 |
| High |
1,556.5 |
1,542.8 |
-13.7 |
-0.9% |
1,602.1 |
| Low |
1,532.8 |
1,500.2 |
-32.6 |
-2.1% |
1,535.7 |
| Close |
1,542.2 |
1,531.2 |
-11.0 |
-0.7% |
1,542.7 |
| Range |
23.7 |
42.6 |
18.9 |
79.7% |
66.4 |
| ATR |
30.0 |
30.9 |
0.9 |
3.0% |
0.0 |
| Volume |
127,969 |
196,436 |
68,467 |
53.5% |
874,543 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,652.5 |
1,634.5 |
1,554.6 |
|
| R3 |
1,609.9 |
1,591.9 |
1,542.9 |
|
| R2 |
1,567.3 |
1,567.3 |
1,539.0 |
|
| R1 |
1,549.3 |
1,549.3 |
1,535.1 |
1,537.0 |
| PP |
1,524.7 |
1,524.7 |
1,524.7 |
1,518.6 |
| S1 |
1,506.7 |
1,506.7 |
1,527.3 |
1,494.4 |
| S2 |
1,482.1 |
1,482.1 |
1,523.4 |
|
| S3 |
1,439.5 |
1,464.1 |
1,519.5 |
|
| S4 |
1,396.9 |
1,421.5 |
1,507.8 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,759.4 |
1,717.4 |
1,579.2 |
|
| R3 |
1,693.0 |
1,651.0 |
1,561.0 |
|
| R2 |
1,626.6 |
1,626.6 |
1,554.9 |
|
| R1 |
1,584.6 |
1,584.6 |
1,548.8 |
1,572.4 |
| PP |
1,560.2 |
1,560.2 |
1,560.2 |
1,554.1 |
| S1 |
1,518.2 |
1,518.2 |
1,536.6 |
1,506.0 |
| S2 |
1,493.8 |
1,493.8 |
1,530.5 |
|
| S3 |
1,427.4 |
1,451.8 |
1,524.4 |
|
| S4 |
1,361.0 |
1,385.4 |
1,506.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,602.1 |
1,500.2 |
101.9 |
6.7% |
34.5 |
2.3% |
30% |
False |
True |
161,594 |
| 10 |
1,629.5 |
1,500.2 |
129.3 |
8.4% |
40.6 |
2.6% |
24% |
False |
True |
202,852 |
| 20 |
1,719.4 |
1,500.2 |
219.2 |
14.3% |
32.8 |
2.1% |
14% |
False |
True |
173,568 |
| 40 |
1,750.6 |
1,500.2 |
250.4 |
16.4% |
25.0 |
1.6% |
12% |
False |
True |
123,000 |
| 60 |
1,750.6 |
1,500.2 |
250.4 |
16.4% |
22.3 |
1.5% |
12% |
False |
True |
82,012 |
| 80 |
1,750.6 |
1,500.2 |
250.4 |
16.4% |
21.2 |
1.4% |
12% |
False |
True |
61,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,723.9 |
|
2.618 |
1,654.3 |
|
1.618 |
1,611.7 |
|
1.000 |
1,585.4 |
|
0.618 |
1,569.1 |
|
HIGH |
1,542.8 |
|
0.618 |
1,526.5 |
|
0.500 |
1,521.5 |
|
0.382 |
1,516.5 |
|
LOW |
1,500.2 |
|
0.618 |
1,473.9 |
|
1.000 |
1,457.6 |
|
1.618 |
1,431.3 |
|
2.618 |
1,388.7 |
|
4.250 |
1,319.2 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,528.0 |
1,537.8 |
| PP |
1,524.7 |
1,535.6 |
| S1 |
1,521.5 |
1,533.4 |
|